+8.9%
DOCS vs IFF
+32.8%
-23.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.6% | -2.7% |
| 7D | -1.4% | -1.8% | +0.4% | -1.0% |
| 30D | +21.8% | -2.0% | +23.8% | +22.4% |
| 3M | +27.3% | +18.5% | +8.8% | +22.6% |
| 6M | -0.3% | +11.7% | -12.0% | -3.0% |
| YTD | -40.5% | +29.6% | -70.1% | -45.1% |
| 1Y | -61.5% | +35.0% | -96.5% | -65.1% |
| All | +8.9% | +32.8% | -23.9% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling